+572.5%
GFI vs MDY
+2,589.7%
-2,017.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | +13.4% | -5.0% | +18.5% | +15.7% |
| 3M | +36.2% | +0.5% | +35.8% | +36.2% |
| 6M | -9.8% | +8.0% | -17.8% | -11.8% |
| YTD | +7.7% | +12.2% | -4.5% | +4.1% |
| 1Y | +27.2% | +14.0% | +13.2% | +22.4% |
| 3Y | +300.3% | +48.2% | +252.1% | +247.6% |
| 5Y | +539.8% | +46.1% | +493.7% | +453.3% |
| 10Y | +1,058.5% | +173.8% | +884.7% | +663.8% |
| All | +572.5% | +2,589.7% | -2,017.2% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling